Optimal stopping under model uncertainty and the regularity of lower Snell envelopes (Q2869977): Difference between revisions
From MaRDI portal
Latest revision as of 06:40, 7 July 2024
scientific article
Language | Label | Description | Also known as |
---|---|---|---|
English | Optimal stopping under model uncertainty and the regularity of lower Snell envelopes |
scientific article |
Statements
Optimal stopping under model uncertainty and the regularity of lower Snell envelopes (English)
0 references
17 January 2014
0 references
American options
0 references
continuous-time finance
0 references
derivatives analysis
0 references
financial derivatives
0 references